neutral pricing meaning in Chinese
满意定价
Examples
- From the broad definition of option , this paper derives the concept of real option . further , based on theories of net present value , decision tree , and real options , the risk - neutral pricing theory is introduced
本文从广义的期权定义中引出实物期权的概念，从净现值、决策树和实物期权的比较着手，引入风险中性定价理论。 - And we affirm the importance of the black - scholes formula at the option pricing . then we successfully make use of three - step method to eliminate the esos ’ characteristic influence to risk neutral pricing condition
在该模型中考虑了black - scholes定价公式的重要性,并利用三步法规避了风险中性条件对esos定价的影响,建立了一个动态定价模型。 - The introduction black - scholes models still assumed , namely the introduction of modern process ( wiener process , also called brownian motion ) to save the stock yield random fluctuations , weak markets and the effectiveness of the use of consistent share of the techniques ( ( markov property ) to describe the stock price change random process , the use of risk - neutral pricing theory through the analysis of the nature of asset price process martingale , established european style to the value of stock options with mathematical models
本文仍然引入black - scholes的模型假定,也即引入维纳过程( wienerprocess , alsocalledbrownianmotion )来刻画股票收益率的随机波动,采用与弱型市场有效性相一致的股价的马尔可夫性( markovproperty )来描述股票价格变化的随机过程,运用风险中性定价理论,通过分析资产价格过程鞅的性质,建立了欧式再装股票期权价值的数学模型。 - Chapter three studies basic knowledge about reset option , including types , structures and features of reset option . chapter four firstly introduces risk - neutral pricing theory , and on the basis of single - point reset option , designs a two - points reset option , at the same time under condition that the price of stock follows geometric brown motion in risk - neutral condition : ds ( t ) = s ( t ) [ ( r ( t )
第四章首先介绍了风险中性定价原理,然后在单点重设型期权的基础上设计了一种两点重设型期权,同时考虑股票价格在风险中性下遵循以下几何布朗运动: ds ( t ) = s ( t ) [ ( r ( t )